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"Ninomiya-Victoir scheme: Strong convergence, antithetic version and ..."

Anis Al Gerbi, Benjamin Jourdain, Emmanuelle Clement (2016)

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DOI: 10.1515/MCMA-2016-0109

access: closed

type: Journal Article

metadata version: 2020-07-03

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Anis Al Gerbi, Benjamin Jourdain, Emmanuelle Clement:
Ninomiya-Victoir scheme: Strong convergence, antithetic version and application to multilevel estimators. Monte Carlo Methods Appl. 22(3): 197-228 (2016)

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